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Arch Capital10-Q: Margin pressure

ACGL's $44.8B fixed income portfolio faces a potential $1.2B loss from a 1% interest rate hike

What happened

The company quantifies its interest rate sensitivity, noting a 100-basis-point rate increase would reduce its fixed income portfolio's fair value by approximately $1.2 billion. This significant exposure creates a need for sophisticated risk modeling, hedging, and portfolio management solutions.

Source

SEC EDGARMay 5, 2026

Quarterly report (Form 10-Q)

Arch Capital 10-Q

Filing excerpt

The following table summarizes the effect that an immediate, parallel shift in the interest rate yield curve would have had on our Fixed Income Securities:(U.S. dollars in billions)Interest Rate Shift in Basis Points... +100... March 31, 2026 Total fair value $43.6... Change in unrealized value $(1.2)

sec.gov/Archives/edgar/data/947484/000094748426000058/acgl-20260331.htmRead the full source

Other signals in this filing (7)

Extracted by Autobound

From the Signal API record
Signal
10-Q: Margin pressure

What this signalsFilings often name leadership changes, deals and spending plans.

Fiscal year end
03/31
Filed
May 5, 2026

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The full record

From the Signal API record

Numbers

Dollar figure
-$1.2B (Potential change in unrealized value of fixed income securities from a +100bps interest rate shift)

Details

CIK
947484
Accession number
0000947484-26-000058
Timeframe
Current quarter
Filing year
2026
Fiscal year
0
Why it matters
Efficiency tools needed
Signal category
Financial

Extraction

Confidence
High
Relevance
80%
Sentiment
Negative
Detected
May 12, 2026
signal_type
sec-10q
signal_subtype
marginPressure

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This page shows a preview. The full sec-10q record in the Signal API and MCP can also have these 8 fields. Some fields are empty for some signals.

Company

  • linkedin_urlValue in the API
  • industriesValue in the API
  • employee_count_lowValue in the API
  • employee_count_highValue in the API
  • revenueValue in the API
  • descriptionValue in the API

Signal

  • signal_nameValue in the API
  • associationValue in the API
Show the full JSONThe record on this page and the API request

GET /v1/signals/8d040875-ab19-4044-9794-39c98eeb0961 returns this record as JSON. POST /v1/companies/enrich returns every signal for archgroup.com.

{
  "signal_id": "8d040875-ab19-4044-9794-39c98eeb0961",
  "signal_type": "sec-10q",
  "signal_subtype": "marginPressure",
  "detected_at": "2026-05-12T09:24:58.625+00:00",
  "company": {
    "name": "Arch Capital",
    "domain": "archgroup.com"
  },
  "data": {
    "detail": "The company quantifies its interest rate sensitivity, noting a 100-basis-point rate increase would reduce its fixed income portfolio's fair value by approximately $1.2 billion. This significant exposure creates a need for sophisticated risk modeling, hedging, and portfolio management solutions.",
    "metrics": {
      "timeframe": "current_quarter",
      "dollar_context": "Potential change in unrealized value of fixed income securities from a +100bps interest rate shift",
      "dollar_millions": -1200
    },
    "summary": "ACGL's $44.8B fixed income portfolio faces a potential $1.2B loss from a 1% interest rate hike",
    "excerpts": "The following table summarizes the effect that an immediate, parallel shift in the interest rate yield curve would have had on our Fixed Income Securities:(U.S. dollars in billions)Interest Rate Shift in Basis Points... +100... March 31, 2026 Total fair value $43.6... Change in unrealized value $(1.2)",
    "relevance": 0.8,
    "sentiment": "negative",
    "confidence": "high",
    "source_url": "https://www.sec.gov/Archives/edgar/data/947484/000094748426000058/acgl-20260331.htm",
    "filing_date": "2026-05-05",
    "filing_year": 2026,
    "fiscal_year": 0,
    "fiscal_year_end": "03/31",
    "sales_relevance": "Efficiency tools needed",
    "signal_category": "financial"
  }
}

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